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Lecture 10 Non Parametric Slides Edited 2019

This document discusses non-parametric statistics and tests. It describes how non-parametric tests make fewer assumptions than parametric tests and do not require the data to follow a particular distribution. Examples of commonly used non-parametric tests are provided, including the Mann-Whitney U test, which compares ranks instead of actual scores, and Spearman's rank correlation coefficient, which assesses monotonic relationships between variables. The advantages and disadvantages of non-parametric tests over parametric tests are also summarized.

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38 views29 pages

Lecture 10 Non Parametric Slides Edited 2019

This document discusses non-parametric statistics and tests. It describes how non-parametric tests make fewer assumptions than parametric tests and do not require the data to follow a particular distribution. Examples of commonly used non-parametric tests are provided, including the Mann-Whitney U test, which compares ranks instead of actual scores, and Spearman's rank correlation coefficient, which assesses monotonic relationships between variables. The advantages and disadvantages of non-parametric tests over parametric tests are also summarized.

Uploaded by

gothai sivapragasam
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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BACHELOR OF BIOMEDICAL SCIENCES

BASIC BIOSTATISTICS
BMC 111

CHAPTER 10:
Non Parametric Statistics
1

BIOMEDICAL SCIENCE, FACULTY OF MEDICINE


Learning Outcome
At the end of this lecture, students should be able to:

• Describe the non-parametric test


• Differentiate the types of non-parametric tests
• Know the application of different types of non-
parametric tests for comparison of mean and
proportion from different groups

BIOMEDICAL SCIENCE, FACULTY OF MEDICINE


Hypothesis Testing Procedures
Hypothesis
Testing
Procedures

Parametric Nonparametric

Wilcoxon Kruskal-Wallis
Rank Sum H-Test
Test
One-Way
Z Test t Test
ANOVA
Many More Tests Exist!
Parametric Test Procedures
 1.Involve Population Parameters
 Example: Population Mean

 2.Require Interval Scale or Ratio Scale


 Whole Numbers or Fractions
 Example: Height in Inches (72, 60.5, 54.7)

 3.Have Stringent Assumptions


 Example: Normal Distribution

 4.Examples: Z Test, t Test, 2 Test


What is Nonparametric Test
• Techniques that do not rely on data belonging
to any particular distribution
• Non-parametric statistics do not assume any
underlying distribution of parameter.
• Non-parametric does not meant that model
lack parameters but that the number and
nature of the parameters are flexible.
Non-Parametric Test
Nonparametric Test
Procedures Procedures
 1.Do Not Involve Population
Parameters
 Example: Probability Distributions, Independence

 2.Data Measured on Any Scale


 Ratio or Interval
 Ordinal
 Example: Good-Better-Best
 Nominal
 Example: Male-Female
 3.Example: Wilcoxon Rank Sum Test
Advantage of
Advantages of Nonparametric
Non-Parametric Test
Tests
1. Used With All Scales
- Analysis possible for ranking or categorical data (data which is not
based on measurement scale)

2. Easier to Compute
- Developed Originally Before Wide Computer Use

3. Make Fewer Assumptions

4. Need Not Involve population parameters


-Distribution free: Non-parametric tests may be used when the form
of the sampled population is unknown)

5. Results May Be as Exact as Parametric Procedures


Disadvantage of
Disadvantages of Nonparametric
Non-Parametric Test
Tests
1. May Waste Information
If Data Permit Using Parametric Procedures
Example: Converting Data From Ratio to Ordinal Scale
2. Difficult to compute by hand for large samples
3. Tables not widely available
Frequently used non-
parametric tests
1.Sign Test
2.Wilcoxon Rank Sum Test
3.Wilcoxon Signed Rank Test
4.Kruskal Wallis H-Test
5. Friedman’s Fr-Test\
6. Spearman’s Rank Correlation Coefficient
Why Nonparametric Test
• Sample distribution is unknown.
• When the population distribution is abnormal
i.e. too many variables involved.
Man-Whitney U Test
• also called the Mann–Whitney–Wilcoxon (MWW), Wilcoxon
rank-sum test, or Wilcoxon–Mann–Whitney test)

• A non-parametric test of the null hypothesis that it is equally


likely that a randomly selected value from one sample will be
less than or greater than a randomly selected value from a
second sample.

• it does not require the assumption of normal distributions. It


is nearly as efficient as the t-test on normal distributions.
Example
• Recall that an independent samples t test compares the means of
two unrelated samples (e.g., majors and non-majors) for an
interval or ratio-level variable.

• The nonparametric alternative to an independent t test is a Mann-


Whitney U test, which compares the ranks of observed scores
instead of the actual scores.

• This process is similar to the use of ranks in calculating the


Spearman correlation. Here is an example.

• Suppose that you want to compare the ages of males and females
in a small sample of homeless shelter volunteers. Here is an
illustration of their ages:
• Instead of comparing the average ages for males and females,
the Mann-Whitney U test combines all of the ages into one
group, sorts them, and then assigns a rank to each age.

• These ranks are then added up for the two groups of


numbers. The test determines whether the two sums of ranks
are equal.

• The null hypothesis is that they are equal and the

• alternative hypothesis is that they are not equal.


• Here is the Mann-Whitney output from SPSS:
• Notice in the Ranks table that the sum of the ranks for the males
is larger than that of the females.

• This difference matches the pattern shown in the graph above.


The question is whether this difference between ages is
statistically significant.

• The p-value (i.e., significance level) associated with the Mann-


Whitney U of 85 is .768, which is greater than .05 indicating that

• we should not reject the null hypothesis and that even though
the two patterns of ages are different, they are not different
enough to be regarded as statistically significant.
• The Mann-Whitney U test is used instead of
the independent t test when assumptions
about the samples are violated. Usually these
violations happen with small sample sizes.
Spearman’s rank correlation
coefficient
• Spearman's rank correlation coefficient or Spearman's rho, is
a non parametric measure of rank correlation.

• Rank correlation - statistical independence between the


ranking of two variables

• Need to know how well the relationship between two


variables

• Which can be describe using a monotonic function (of a


function or quantity - varying in such a way that it either
never decreases or never increases).
• The Spearman correlation between two variables is equal to
the Pearson correlation between the rank values of those
two variables;

• while Pearson's correlation assesses linear relationships,


Spearman's correlation assesses monotonic relationships
(whether linear or not).

• If there are no repeated data values, a perfect Spearman


correlation of +1 or −1 occurs when each of the variables is a
perfect monotone function of the other.
• Suppose you have two sets of quiz scores for a
fairly small class. Due to a few extreme scores,
you determine that a Pearson correlation isn't
appropriate - instead you'll calculate a
Spearman correlation. Here is the procedure
(SPSS does all of this for you). 
• Instead of the actual scores, the Spearman
rank-order correlation uses the ranks of the
scores. Ranks are derived by sorting the scores
from lowest to highest and then assigning the
lowest score a 1, the next lowest a 2, and so
on. Here are the ranks:
• The Spearman rank-order correlation is based on the squared
differences between the two ranks.

• For example, the difference between the first two ranks is 1-


1=0 and the difference between the second two ranks is 13-
9=4.

• These differences are squared and then summed, and then


standardized based on the sample size.

• The resulting number, ρ, is interpreted exactly like the Pearson


r is - the sign of ρ identifies a direct or indirect relationship
and the size of ρ indicates the strength of the relationship. 

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